+274.2%
RCL vs ESTC
+18.0%
+256.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.9% | +0.9% |
| 7D | +6.5% | -11.5% | +18.0% | +8.9% |
| 30D | +15.9% | -7.5% | +23.4% | +17.2% |
| 3M | +2.7% | +23.1% | -20.4% | -3.2% |
| 6M | +15.2% | +75.3% | -60.0% | -0.3% |
| YTD | +19.2% | +14.1% | +5.1% | +12.7% |
| 1Y | +31.6% | -0.6% | +32.2% | +28.0% |
| 3Y | +274.2% | +20.8% | +253.4% | +256.2% |
| All | +274.2% | +18.0% | +256.2% | +256.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling